Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429876.8183 | 1514345.6688 | -84468.8505 | 9030.947 | 452151.9946 | -443121.0476 |
Total P&L (%) | 1429.8768 | 1514.3457 | -84.4689 | 9.0309 | 452.152 | -443.121 |
Avg Daily Profit (%) | 0.7884 | 0.835 | -0.0466 | 0.0048 | 0.0943 | 0 |
Buy And Hold Return (%) | 572.5168 | 572.5168 | 572.5168 | 572.5168 | 572.5168 | 572.5168 |
Max Trade Drawdown | -187493 | -156527 | -110722 | -1017156 | -869722 | -623691 |
Profit Factor | 2.4949 | 3.2826 | 0.7118 | 1.0025 | 1.1797 | 0.586 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 41.8919 | 37.8378 | 45.9459 | 41.8919 | 37.8378 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.4606 | 5.3928 | 0.8374 | 1.3906 | 1.9381 | 0.6894 |
Largest Winning Trade | 1005195 | 1005195 | 20334 | 692223 | 692223 | 105203 |
Largest Losing Trade | -45776 | -45776 | -28288 | -249842 | -249842 | -211611 |
Avg Bars in Trades | 143 | 238 | 47 | 143 | 238 | 47 |
Avg Bars in Winners | 189 | 353 | 53 | 189 | 353 | 53 |
Avg Bars in Losers | 110 | 168 | 42 | 110 | 168 | 42 |
Bars Traded | 21222 | 17679 | 3543 | 21222 | 17679 | 3543 |
Profit Streak | 0 | 80.2022 | 0 | 0 | 80.2022 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413590 | -52584 | -646812 | -572745 | -323292 | -646812 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 62, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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